> So I'm planning shortly to purchase an RGB programmable keyboard such as the Corsair
> K95 or Logitech G910 Spectrum.
I've fiddled with the G910 Spectrum (the newer version) at work. Key feel is nice and solid but the sound is on the quiet end for gaming keyboards and it's totally usable in an office setting. Also, the RGB LEDs are genuine 24-bit. Some competitors aren't necessarily (e.g. the crap Alienware ships can only show ~16 colors, and that's on their highest-end system).
For support in MAME you'd want a frontend that supported per-game settings, as has already been noted. And/or a version of LEDBlinky or equivalent that supports the Logitech API.